Acquiring a polymeric nanocomposite with biocompatibility, desirable dynamic‐mechanical‐thermal properties, and piezoelectricity, as well as high loading capacity, is challenging for design polymeric systems with potential applications in tissue engineering and biosensing. In this work, polyvinylidene fluoride (PVDF), poly(ε‐caprolactone) (PCL), and KIT‐6 mesoporous silica particles were used to prepare PVDF/PCL blends and their nanocomposites as potential candidates to meet the characteristics mentioned above. Hence, we deeply investigated the effect of the addition of PCL and KIT‐6 on the compatibility, crystallinity, and engineering properties of immiscible PVDF/PCL blends. PVDF/PCL blends without KIT‐6 particles and 75/25 PVDF/PCL blend containing various amounts of KIT‐6 particles were prepared by solution casting/annealing technique. It was found that PCL decreased the crystallization temperature and melting points of the PVDF component in the blends. The crystallinity and β‐phase content of PVDF reached maximum values for 75/25 PVDF/PCL blend; interestingly, KIT‐6 prevented PVDF crystallization and decreased β‐phase content. The results of thermogravimetric analysis and dynamic‐mechanical thermal analysis revealed that the presence of PCL reduced the thermal stability of the blends. On the other hand, KIT‐6 increased the thermal decomposition temperature and storage modulus of the polymeric matrix.